Tagged Questions

Good Afternoon group members. My research area is financial data mining. My research topic is Stock market prediction using artificial neural network. I have implemented Back propagation algorithm. I ...

In the artcicle Forecasting and Trading the High-Low Range of Stocks and ETFs with Neural Networks HCNN is used for forecasting of nine time-series, namely:
returns of the lows
returns of the highs
...

I’m working on a financial problem about budget of households. Households in a state fill a form about their net budget in every year and our insurance company investigate their financial status and ...

I am trying to develop a trading model. It uses certain technical and fundamental features and the model learns from the past. I have a 3-class output - bullish, neutral and bearish.
On trying neural ...

This is a follow-on question from this post I made, "Multilayer Perceptron (Neural Network) for Time Series Prediction", a few months back.
I'm constructing a feed-forward artificial neural network, ...

I have it in mind to build a Multilayer Perceptron for predicting financial time series. I understand the algorithm concepts (linear combiner, activation function, etc). But while trying to build the ...

I hope this is an appropriate question for this forum... for me it is an obvious query since it intrigues me for a long time.
Ok, assume there are 2 distinct classes of models: econometric (AR, MA, ...